TY - BOOK

T1 - Thiele

T2 - Pioneer in Statistics

AU - Lauritzen, Steffen L.

PY - 2002

Y1 - 2002

N2 - Thorvald Nicolai Thiele was a brilliant Danish researcher of the 19th century. He was a professor of Astronomy at the University of Copenhagen and the founder of Hafnia, the first Danish private insurance company. Thiele worked in astronomy, mathematics, actuarial science, and statistics, his most spectacular contributions were in the latter two areas, where his published work was far ahead of his time. This book is concerned with his statistical work. It evolves around his three main statistical masterpieces, which are now translated into English for the first time: 1) his article from 1880 where he derives the Kalman filter; 2) his book from 1889, where he lays out the subject of statistics in a highly original way, derives the half-invariants (today known as cumulants), the notion of likelihood in the case of binomial experiments, the canonical form of the linear normal model, and develops model criticism via analysis of residuals; and 3) an article from 1899 where he completes the theory of the half-invariants. This book also contains three chapters, written by A. Hald and S. L. Lauritzen, which describe Thiele's statistical work in modern terms and puts it into an historical perspective.

AB - Thorvald Nicolai Thiele was a brilliant Danish researcher of the 19th century. He was a professor of Astronomy at the University of Copenhagen and the founder of Hafnia, the first Danish private insurance company. Thiele worked in astronomy, mathematics, actuarial science, and statistics, his most spectacular contributions were in the latter two areas, where his published work was far ahead of his time. This book is concerned with his statistical work. It evolves around his three main statistical masterpieces, which are now translated into English for the first time: 1) his article from 1880 where he derives the Kalman filter; 2) his book from 1889, where he lays out the subject of statistics in a highly original way, derives the half-invariants (today known as cumulants), the notion of likelihood in the case of binomial experiments, the canonical form of the linear normal model, and develops model criticism via analysis of residuals; and 3) an article from 1899 where he completes the theory of the half-invariants. This book also contains three chapters, written by A. Hald and S. L. Lauritzen, which describe Thiele's statistical work in modern terms and puts it into an historical perspective.

U2 - 10.1093/acprof:oso/9780198509721.001.0001

DO - 10.1093/acprof:oso/9780198509721.001.0001

M3 - Book

SN - 9780198509721

BT - Thiele

PB - Oxford University Press

ER -